Johnson & Johnson (JNJ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Johnson & Johnson, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $265.58 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +20.77% |
| Total return over period | +75.50% |
| Annualized volatility | 17.97% |
| Period volatility | 31.02% |
| Sharpe ratio | 0.94 |
| Sortino ratio | 1.39 |
| Max drawdown | -14.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.35% |
| Correlation with the S&P 500 | 0.01 |
| Period range | $134.36 – $278.43 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Johnson & Johnson (JNJ) has posted an annualized return of +20.77% with annual volatility of 17.97%, a Sharpe ratio of 0.94. Its worst stretch (max drawdown from a peak) was -14.45%. Its correlation with the S&P 500 is 0.01, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how JNJ would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, Johnson & Johnson (JNJ) is of the S&P 500.
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